+131.2%
CTVA vs BAH
+59.3%
+71.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.5% | -23.8% | -24.2% |
| 7D | -23.7% | -3.2% | -20.4% | -23.1% |
| 30D | -31.2% | +19.5% | -50.8% | -34.0% |
| 3M | -18.7% | +11.1% | -29.8% | -20.9% |
| 6M | -25.5% | +16.3% | -41.8% | -28.8% |
| YTD | -8.0% | +4.8% | -12.8% | -10.9% |
| 1Y | -7.0% | +4.9% | -11.9% | -10.1% |
| 3Y | +45.2% | -27.0% | +72.2% | +47.7% |
| 5Y | +32.3% | +5.7% | +26.5% | +13.2% |
| All | +131.2% | +59.3% | +71.9% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling